-18.3%
LMT vs TEVA
+18.2%
-36.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.3% |
| 7D | -0.2% | +2.0% | -2.2% | -0.4% |
| 30D | -13.1% | +1.0% | -14.0% | -13.2% |
| 3M | -3.9% | +7.3% | -11.2% | -5.1% |
| 6M | -18.3% | +21.7% | -40.0% | -20.7% |
| All | -18.3% | +18.2% | -36.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling